Fix math rendering in docstrings

quantecon/arma.py

@@ -24,8 +24,8 @@ class ARMA(object):
 
         X_t = \phi X_{t-1} + \epsilon_t + \theta \epsilon_{t-1}
 
-    where :math:`epsilon_t` is a white noise process with standard
-    deviation :math:`sigma`.  If phi and theta are arrays or sequences,
+    where :math:`\epsilon_t` is a white noise process with standard
+    deviation :math:`\sigma`.  If phi and theta are arrays or sequences,
     then the interpretation is the ARMA(p, q) model
 
     .. math::
@@ -182,16 +182,16 @@ def spectral_density(self, two_pi=True, res=1200):
 
         .. math::
 
-            f(w) = \sum_k \gamma(k) exp(-ikw)
+            f(w) = \sum_k \gamma(k) \exp(-ikw)
 
         where gamma is the autocovariance function and the sum is over
         the set of all integers.
 
         Parameters
         ----------
         two_pi : Boolean, optional
-            Compute the spectral density function over [0, pi] if
-            two_pi is False and [0, 2 pi] otherwise.  Default value is
+            Compute the spectral density function over :math:`[0, \pi]` if
+            two_pi is False and :math:`[0, 2 \pi]` otherwise.  Default value is
             True
         res : scalar or array_like(int), optional(default=1200)
             If res is a scalar then the spectral density is computed at

quantecon/estspec.py

@@ -74,17 +74,18 @@ def smooth(x, window_len=7, window='hanning'):
 
 
 def periodogram(x, window=None, window_len=7):
-    """
+    r"""
     Computes the periodogram
 
     .. math::
 
-        I(w) = (1 / n) | sum_{t=0}^{n-1} x_t e^{itw} |^2
+        I(w) = \frac{1}{n} \Big[ \sum_{t=0}^{n-1} x_t e^{itw} \Big] ^2
 
-    at the Fourier frequences w_j := 2 pi j / n, j = 0, ..., n - 1,
-    using the fast Fourier transform.  Only the frequences w_j in [0,
-    pi] and corresponding values I(w_j) are returned.  If a window type
-    is given then smoothing is performed.
+    at the Fourier frequences :math:`w_j := \frac{2 \pi j}{n}`,
+    :math:`j = 0, \dots, n - 1`, using the fast Fourier transform. Only the
+    frequences :math:`w_j` in :math:`[0, \pi]` and corresponding values
+    :math:`I(w_j)` are returned. If a window type is given then smoothing
+    is performed.
 
     Parameters
     ----------
@@ -139,19 +140,18 @@ def ar_periodogram(x, window='hanning', window_len=7):
 
     """
     # === run regression === #
-    x_lag = x[:-1] # lagged x
-    X = np.array([np.ones(len(x_lag)), x_lag]).T # add constant
-    
-    y = np.array(x[1:]) # current x
-    
-    beta_hat = np.linalg.solve(X.T @ X, X.T @ y) # solve for beta hat
-    e_hat = y - X @ beta_hat # compute residuals
-    phi = beta_hat[1] # pull out phi parameter
+    x_lag = x[:-1]  # lagged x
+    X = np.array([np.ones(len(x_lag)), x_lag]).T  # add constant
+
+    y = np.array(x[1:])  # current x
+
+    beta_hat = np.linalg.solve(X.T @ X, X.T @ y)  # solve for beta hat
+    e_hat = y - X @ beta_hat  # compute residuals
+    phi = beta_hat[1]  # pull out phi parameter
 
     # === compute periodogram on residuals === #
     w, I_w = periodogram(e_hat, window=window, window_len=window_len)
 
-
     # === compute periodogram on residuals === #
     w, I_w = periodogram(e_hat, window=window, window_len=window_len)
 

quantecon/ivp.py

@@ -24,28 +24,30 @@
 
 
 class IVP(integrate.ode):
+
+    r"""
+    Creates an instance of the IVP class.
 
-    def __init__(self, f, jac=None):
-        r"""
-        Creates an instance of the IVP class.
+    Parameters
+    ----------
+    f : callable ``f(t, y, *f_args)``
+        Right hand side of the system of equations defining the ODE.
+        The independent variable, ``t``, is a ``scalar``; ``y`` is
+        an ``ndarray`` of dependent variables with ``y.shape ==
+        (n,)``. The function `f` should return a ``scalar``,
+        ``ndarray`` or ``list`` (but not a ``tuple``).
+    jac : callable ``jac(t, y, *jac_args)``, optional(default=None)
+        Jacobian of the right hand side of the system of equations
+        defining the ODE.
 
-        Parameters
-        ----------
-        f : callable ``f(t, y, *f_args)``
-            Right hand side of the system of equations defining the ODE.
-            The independent variable, ``t``, is a ``scalar``; ``y`` is
-            an ``ndarray`` of dependent variables with ``y.shape ==
-            (n,)``. The function `f` should return a ``scalar``,
-            ``ndarray`` or ``list`` (but not a ``tuple``).
-        jac : callable ``jac(t, y, *jac_args)``, optional(default=None)
-            Jacobian of the right hand side of the system of equations
-            defining the ODE.
+        .. :math:
 
-            .. :math:
+            \mathcal{J}_{i,j} = \bigg[\frac{\partial f_i}{\partial y_j}\bigg]
 
-                \mathcal{J}_{i,j} = \bigg[\frac{\partial f_i}{\partial y_j}\bigg]
+    """
+
+    def __init__(self, f, jac=None):
 
-        """
         super(IVP, self).__init__(f, jac)
 
     def _integrate_fixed_trajectory(self, h, T, step, relax):

quantecon/kalman.py

@@ -1,6 +1,6 @@
 """
 Filename: kalman.py
-Reference: http://quant-econ.net/py/kalman.html
+Reference: https://lectures.quantecon.org/py/kalman.html
 
 Implements the Kalman filter for a linear Gaussian state space model.
 
@@ -17,11 +17,16 @@ class Kalman(object):
     r"""
     Implements the Kalman filter for the Gaussian state space model
 
+    .. math::
+
         x_{t+1} = A x_t + C w_{t+1}
-        y_t = G x_t + H v_t.
+        y_t = G x_t + H v_t
+
+    Here :math:`x_t` is the hidden state and :math:`y_t` is the measurement.
+    The shocks :math:`w_t` and :math:`v_t` are iid standard normals. Below
+    we use the notation
 
-    Here x_t is the hidden state and y_t is the measurement. The shocks
-    w_t and v_t are iid standard normals.  Below we use the notation
+    .. math::
 
         Q := CC'
         R := HH'
@@ -52,7 +57,7 @@ class Kalman(object):
     References
     ----------
 
-    http://quant-econ.net/py/kalman.html
+    https://lectures.quantecon.org/py/kalman.html
 
     """
 
@@ -91,28 +96,46 @@ def whitener_lss(self):
         that system to the time-invariant whitener represenation
         given by
 
+        .. math::
+
             \tilde{x}_{t+1}^* = \tilde{A} \tilde{x} + \tilde{C} v
             a = \tilde{G} \tilde{x}
 
         where
 
+        .. math::
+
             \tilde{x}_t = [x+{t}, \hat{x}_{t}, v_{t}]
 
         and
 
-            \tilde{A} = [A  0    0
-                         KG A-KG KH
-                         0  0    0]
+        .. math::
 
-            \tilde{C} = [C 0
-                         0 0
-                         0 I]
+            \tilde{A} =
+            \begin{bmatrix}
+            A  & 0    & 0  \\
+            KG & A-KG & KH \\
+            0  & 0    & 0 \\
+            \end{bmatrix}
 
-            \tilde{G} = [G -G H]
+        .. math::
 
-        with A, C, G, H coming from the linear state space system 
-        that defines the Kalman instance
+            \tilde{C} =
+            \begin{bmatrix}
+            C & 0 \\
+            0 & 0 \\
+            0 & I \\
+            \end{bmatrix}
 
+        .. math::
+
+            \tilde{G} =
+            \begin{bmatrix}
+            G & -G & H \\
+            \end{bmatrix}
+
+        with :math:`A, C, G, H` coming from the linear state space system
+        that defines the Kalman instance
 
         Returns
         -------
@@ -147,18 +170,19 @@ def whitener_lss(self):
 
         return whitened_lss
 
-
     def prior_to_filtered(self, y):
         r"""
         Updates the moments (x_hat, Sigma) of the time t prior to the
-        time t filtering distribution, using current measurement y_t.
+        time t filtering distribution, using current measurement :math:`y_t`.
 
         The updates are according to
 
-            x_{hat}^F = x_{hat} + Sigma G' (G Sigma G' + R)^{-1}
-                (y - G x_{hat})
-            Sigma^F = Sigma - Sigma G' (G Sigma G' + R)^{-1} G
-                Sigma
+        .. math::
+
+            \hat{x}^F = \hat{x} + \Sigma G' (G \Sigma G' + R)^{-1}
+                (y - G \hat{x})
+            \Sigma^F = \Sigma - \Sigma G' (G \Sigma G' + R)^{-1} G
+                \Sigma
 
         Parameters
         ----------
@@ -210,15 +234,15 @@ def update(self, y):
 
     def stationary_values(self):
         """
-        Computes the limit of Sigma_t as t  goes to infinity by
-        solving the associated Riccati equation.  Computation is via the
+        Computes the limit of :math:`\Sigma_t` as t goes to infinity by
+        solving the associated Riccati equation. Computation is via the
         doubling algorithm (see the documentation in
         `matrix_eqn.solve_discrete_riccati`).
 
         Returns
         -------
         Sigma_infinity : array_like or scalar(float)
-            The infinite limit of Sigma_t
+            The infinite limit of :math:`\Sigma_t`
         K_infinity : array_like or scalar(float)
             The stationary Kalman gain.
 

quantecon/lae.py

@@ -1,4 +1,4 @@
-"""
+r"""
 Filename: lae.py
 
 Authors: Thomas J. Sargent, John Stachurski,
@@ -11,12 +11,12 @@
 
     \frac{1}{n} \sum_{i=0}^n p(X_{t-1}^i, y)
 
-This is a density in y.
+This is a density in :math:`y`.
 
 References
 ----------
 
-http://quant-econ.net/py/stationary_densities.html
+https://lectures.quantecon.org/py/stationary_densities.html
 
 """
 from textwrap import dedent